| TradeStation Strategy Performance Summary
Spectrum SA Intraday System Dow E Mini March 2003 Contract |
| |
All Trades |
Winners |
Losers |
|
| Total Number of Trades |
59 |
31 |
28 |
|
| Avg. Trade Net Profit |
$28.05 |
$332.90 |
($309.46) |
|
| 1 Std. Deviation of Avg. Trade |
$390.53 |
$197.59 |
$243.72 |
|
| Avg. Trade + 1 Std. Deviation |
$418.58 |
$530.50 |
($65.74) |
|
| Avg. Trade - 1 Std. Deviation |
($362.48) |
$135.31 |
($553.19) |
|
| Coefficient of Variation |
1392.22% |
59.35% |
78.76% |
|
|
| Time Averages |
|
| Avg. Time in Trades |
5 Hrs, 56 Mins |
5 Hrs, 56 Mins |
5 Hrs, 55 Mins |
|
| Avg. Time Between Trades |
1 Dy, 7 Hrs, 43 Mins |
2 Dys, 14 Hrs, 51 Mins |
2 Dys, 22 Hrs, 32 Mins |
|
| Avg. Time Between Trade Profit Peaks |
17 Dys |
|
|
| Outliers |
Total |
Positive |
Negative |
|
| Number of Outliers |
0 |
0 |
0 |
|
| Outlier Profit/Loss |
$0.00 |
$0.00 |
$0.00 |
|
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
|
| Max. Value |
|
$890.00 |
($995.00) |
|
| Max. Value Date |
|
1/2/2003 |
1/31/2003 |
|
| Avg. Value |
|
$332.20 |
($321.10) |
|
| 1 Std. Deviation |
|
$216.09 |
$247.13 |
|
| Avg. + 1Std. Deviation |
|
$548.29 |
($73.97) |
|
| Avg. - 1Std. Deviation |
|
$116.11 |
($568.23) |
|
| Coefficient of Variation |
|
65.05% |
76.96% |
|
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
|
| Avg. Efficiency |
6.24% |
52.23% |
54.01% |
|
| 1 Std. Deviation |
53.19% |
30.50% |
32.24% |
|
| Avg. + 1Std. Deviation |
59.43% |
82.73% |
86.25% |
|
| Avg. - 1Std. Deviation |
-46.94% |
21.73% |
21.77% |
|
| Coefficient of Variation |
852.03% |
58.40% |
59.69% |
|
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
|
| Largest Profit/Loss |
|
$800.00 |
($880.00) |
|
| Largest
Profit/Loss as % of Gross |
7.75% |
10.16% |
|
| Largest
Consec. Profit/Loss |
$1,015.00 |
($1,700.00) |
|
| Largest
Consec. Profit/Loss as % of Gross |
9.84% |
19.62% |
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
8 |
$476.25 |
($375.00) |
|
| 2 |
4 |
$292.50 |
($215.00) |
|
| 3 |
5 |
$278.00 |
($488.75) |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
12 |
($337.50) |
$323.33 |
|
| 2 |
1 |
($145.00) |
$800.00 |
|
| 3 |
3 |
($291.67) |
$656.67 |
|
| 5 |
1 |
($340.00) |
$345.00 |
|
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